ALGORITHMS
RW
Generate sequence of points
X
1
, X
2
, ..., X
n
, ... ,
in parameter space as follows:
1.
X
n
with score
S
(
X
n
)
2.
random perturbation of
X
n
to
X
n+1
with score
S
(
X
n+1
)
3.
if
S
(
X
n+1
) <
S
(
X
n
) then: accept, else reject
4.
repeat 2 - 3
Specs:
initial max stepsize: 10% of parameter width
stepsize reduction factor between cycles: 0.99
100 cycles of 100,000 steps